IoT data marketplaces are being developed to help cities and communities create large scale IoT applications. Such data marketplaces let the IoT device owners sell their data to the application developers. Following this application development model, the application developers need not deploy their own IoT devices when developing IoT applications; instead, they can buy data from a data marketplace. In a marketplace-based IoT application, the application developers are making critical business and operation decisions using the data produced by seller's IoT devices. Under these circumstances, it is crucial to verify and validate the security of IoT devices.In this paper, we assess the security of IoT data marketplaces. In particular, we discuss what kind of vulnerabilities exist in IoT data marketplaces using the well-known STRIDE model, and present a security assessment and certification framework for IoT data marketplaces to help the device owners to examine the security vulnerabilities of their devices. Most importantly, our solution certifies the IoT devices when they connect to the data marketplace, which helps the application developers to make an informed decision when buying and consuming data from a data marketplace. To demonstrate the effectiveness of the proposed approach, we have developed a proof-of-concept using I3 (Intelligent IoT Integrator), which is an open-source IoT data marketplace developed at the University of Southern California, and IoTcube, which is a vulnerability detection toolkit developed by researchers at Korea University. Through this work, we show that it is possible to increase the reliability of a IoT data marketplace while not damaging the convenience of the users.